Next time there is a storm, try playing some music to help disguise the thunder. If that doesn't work and she is still worried then use postive assoication. Everytime you hear thunder, shower her with treats, try to do it so she doesn't see they are coming from you. I like to use cheerios that way you can give a lot of treats and you don't have to worry about any weight gain. Basically you want her to think, thunder equals treats. She hears thunder and treats fall from the sky. She most likely will not mind thunder if you are consistant with the treats and thunder.
Good luck.